We present a comparative study of two popular implementations that make the MPI available on MATLABMatlabMPI and MPI-TB. We evaluate their performance through micro-benchmarks on a high-performance Linux cluster and compare those to their corresponding implementations on Octave as well as to the LAM/MPI library accessed through a C API. We have discovered that there are significant performance advantages to using an implementation of the MPI that utilizes highly tuned libraries built for high-speed interconnects, such as the Myrinet. However, a price must be paid in terms of higher installation and setup times and a more complicated API. We conclude that even though there are advantages to using the MPI within a high-level scripting language, such as MATLAB or Octave, there are important philosophical differences between the programming models of scripting languages and a relatively low-level communication library interface, such as the MPI. This points to the need for a more sophisticated long-term support for parallel programming from the language compiler and runtime system.